Search Results for author: Filip de Roos

Found 4 papers, 2 papers with code

A Probabilistically Motivated Learning Rate Adaptation for Stochastic Optimization

no code implementations22 Feb 2021 Filip de Roos, Carl Jidling, Adrian Wills, Thomas Schön, Philipp Hennig

Machine learning practitioners invest significant manual and computational resources in finding suitable learning rates for optimization algorithms.

BIG-bench Machine Learning Stochastic Optimization

High-Dimensional Gaussian Process Inference with Derivatives

1 code implementation15 Feb 2021 Filip de Roos, Alexandra Gessner, Philipp Hennig

Although it is widely known that Gaussian processes can be conditioned on observations of the gradient, this functionality is of limited use due to the prohibitive computational cost of $\mathcal{O}(N^3 D^3)$ in data points $N$ and dimension $D$.

Gaussian Processes Vocal Bursts Intensity Prediction

Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization

1 code implementation20 Feb 2019 Filip de Roos, Philipp Hennig

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms.

Stochastic Optimization

Krylov Subspace Recycling for Fast Iterative Least-Squares in Machine Learning

no code implementations1 Jun 2017 Filip de Roos, Philipp Hennig

To alleviate this problem, several linear-time approximations, such as spectral and inducing-point methods, have been suggested and are now in wide use.

BIG-bench Machine Learning Time Series +2

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